Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations
نویسندگان
چکیده
منابع مشابه
Generalized power series solutions to linear partial differential equations
Let Θ = C[e−x1 , . . . , e−xn ][∂1, . . . , ∂n] and S = C[x1, . . . , xn][[eCx1+···+Cxn ]], where C is an effective field and xN 1 · · · x N n e Cx1+···+Cxn and S are given a suitable asymptotic ordering 4. Consider the mapping L : S → Sl ; f 7→ (L1 f, . . . , Ll f ), where L1, . . . , Ll ∈ Θ . For g = (g1, . . . , gl ) ∈ Sl L = im L , it is natural to ask how to solve the system L f = g. In th...
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ژورنال
عنوان ژورنال: Journal of Mathematical Finance
سال: 2019
ISSN: 2162-2434,2162-2442
DOI: 10.4236/jmf.2019.94031